Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.596265 0.670405 0.754087 0.856348 0.979060 1.123025 1.306883
2024-11-17 00:00:00+00:00 0.503613 0.593638 0.702443 0.845978 1.034024 1.277496 1.626269
2024-11-24 00:00:00+00:00 0.444558 0.543094 0.668630 0.844696 1.092904 1.443295 2.001895
2024-12-01 00:00:00+00:00 0.386589 0.484543 0.614216 0.804624 1.088748 1.518856 2.269949
2024-12-08 00:00:00+00:00 0.342768 0.438686 0.569738 0.769761 1.083294 1.588594 2.549863
2024-12-15 00:00:00+00:00 0.321745 0.421028 0.561361 0.784844 1.155164 1.797300 3.154394
2024-12-22 00:00:00+00:00 0.308462 0.412394 0.564248 0.816557 1.259213 2.089216 4.065391
2024-12-29 00:00:00+00:00 0.292636 0.398205 0.556763 0.829878 1.333538 2.347341 5.055008
2025-01-05 00:00:00+00:00 0.277758 0.383864 0.547164 0.837738 1.398859 2.607661 6.235949
2025-01-12 00:00:00+00:00 0.261867 0.366494 0.530774 0.831109 1.434272 2.813549 7.429308
2025-01-19 00:00:00+00:00 0.242242 0.341775 0.500081 0.794640 1.401757 2.847488 8.075500
2025-01-26 00:00:00+00:00 0.232723 0.332332 0.493857 0.802573 1.464955 3.147207 10.074316
2025-02-02 00:00:00+00:00 0.224716 0.325123 0.491421 0.818843 1.554049 3.567728 13.339772
2025-02-09 00:00:00+00:00 0.213708 0.312173 0.477813 0.811262 1.586418 3.839849 16.419739
2025-02-16 00:00:00+00:00 0.204880 0.302224 0.468627 0.811439 1.638201 4.203508 21.104672
2025-02-23 00:00:00+00:00 0.191608 0.283958 0.443025 0.774366 1.587828 4.194932 22.947937
2025-03-02 00:00:00+00:00 0.180043 0.267994 0.420582 0.741808 1.544129 4.198582 25.094339
2025-03-09 00:00:00+00:00 0.175643 0.264067 0.420031 0.756460 1.631254 4.755096 35.862422
2025-03-16 00:00:00+00:00 0.173472 0.263818 0.426247 0.786796 1.770719 5.637314 59.757180
2025-03-23 00:00:00+00:00 0.169317 0.259784 0.424856 0.799590 1.862611 6.389035 95.185052
2025-03-30 00:00:00+00:00 0.164845 0.254910 0.421425 0.807147 1.940890 7.152321 157.224325
2025-04-06 00:00:00+00:00 0.159219 0.247636 0.412710 0.800914 1.973172 7.695994 244.200260
2025-04-13 00:00:00+00:00 0.151060 0.235369 0.393250 0.766302 1.902449 7.557631 273.957534